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LCGs, Cont'd
The LCG method is very fast but it suffers from sequential correlations.
If k random numbers at a time are used to plot points in k-dimensional space, points tend to lie on (k -1)-dimensional hyperplanes. There will be at most m1/k planes, e.g. ~1600 if k=3 & m=232!
The quality of a LCG is measured by the maximum distance between successive hyperplanes: the smaller the distance, the better.
Notes: